Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.75% |
Year to date (YTD) | -84.62% |
1 month | -71.43% |
3 months | -88.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 834.15 |
Premium | 0.28% |
Premium p.a. | 2.41% |
Leverage | 27.10 |
Implied volatility | 0.32 |
ISIN | CH1268369829 |
Symbol | MC0J2Z |
Security | 126836982 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | LVMH, FR0000121014 |
Underlying ISIN | FR0000121014 |
Strike | 1'000.00 |
C/P type | call |
Subscription ratio | 80.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 80 |
Value day | 12.06.2023 |
Premium | 27.74% |
Premium p.a. | 241.06% |
Leverage | 1'756.50 |
Implied volatility | 31.92% |
Moneyness | out-of-the-money |
Leverage | 27.0960 |
Delta | 0.0154 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | 0.0002 |
Vega | 0.0013 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'000.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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